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Removing non-smoothness in solving Black-Scholes equation using a perturbation method

Putri, Endah RM and Mardianto, Lutfi and Hakam, Amirul and Imron, Chairul and Susanto, Hadi (2021) Removing non-smoothness in solving Black-Scholes equation using a perturbation method. Physics Letters A, 402. p. 127367. DOI https://doi.org/10.1016/j.physleta.2021.127367



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